+455.7%
STX vs MTSI
+153.3%
+302.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -18.4% | +2.1% | -6.7% |
| 7D | -33.4% | -24.6% | -8.8% | -22.6% |
| 30D | -42.1% | -45.7% | +3.6% | -21.0% |
| 3M | -44.3% | -27.7% | -16.5% | -35.8% |
| 6M | -39.4% | -37.3% | -2.1% | -25.0% |
| YTD | +70.0% | +11.1% | +58.8% | +58.7% |
| 1Y | +70.2% | +27.2% | +43.0% | +48.9% |
| 3Y | +585.2% | +153.7% | +431.5% | +295.1% |
| 5Y | +455.7% | +159.0% | +296.7% | +188.9% |
| All | +455.7% | +153.3% | +302.3% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling